ECE271C,ME254 - Optimal Control of Dynamic Systems
Co-requisits: Linear Systems I
Calculus of variations and Gateaux and Frechet derivatives. Optimization in dynamic systems and Pontryagin’s principle. Invariant Imbedding and deterministic and stochastic Dynamic Programming. Numerical solutions of optimal control problems. Min-max problems and differential games. Extensive treatment of Linear Quadratic Problems.